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References for Using instrumental variables to establish causality
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Further reading
- Angrist, J. D., and A. B. Krueger. “Instrumental variables and the search for identification: From supply and demand to natural experiments.” Journal of Economic Perspectives 15:4 (2001): 69–85.
- Angrist, J. D., and J.-S. Pischke. Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton, NJ: Princeton University Press, 2009.
- Cunningham, Scott. Causal Inference. The Mixtape. New Haven, CT: Yale University Press, 2021.
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Key references
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Devereux, P., and R. Hart. “Forced to be rich? Returns to compulsory schooling in Britain.” Economic Journal 120:549 (2010): 1345−1364. Key reference: [1]
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Card, D. “The causal effect of education on earnings.” In: Ashenfelter, O. C., and D. Card (eds). Handbook of Labor Economics Vol. 3A. Amsterdam: Elsevier, 1999; pp. 1801–1863. Key reference: [2]
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Angrist, J. D., and A. B. Krueger. “Does compulsory school attendance affect schooling and earnings?” The Quarterly Journal of Economics 106:4 (1991): 979–1014. Key reference: [3]
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Bound, J., D. A. Jaeger, and R. M. Baker. “Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak.” Journal of the American Statistical Association 90:430 (1995): 443–450. Key reference: [4]
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Angrist, J. D., G. W. Imbens, and D. B. Rubin. “Identification of Causal Effects Using Instrumental Variables: Rejoinder.” Journal of the American Statistical Association 91:434 (1996): 468–472. Key reference: [5]
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Goldsmith-Pinkham, P., I. Sorkin, and H. Swift. “Bartik Instruments: What, When, Why, and How.” American Economic Review 110:8 (2020): 2586-2624. Key reference: [6]
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Borusyak, K., P. Hull, and X. Jaravel. “Quasi-Experimental Shift-Share Research Designs.” The Review of Economic Studies 89:1 (2022): 181–213. Key reference: [7]
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Frandsen, B., L. Lefgren, and E. Leslie. "Judging Judge Fixed Effects." American Economic Review 113:1 (2023): 253-77. Key reference: [8]
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Mellon, J. “Rain, rain, go away: 194 potential exclusion-restriction violations for studies using weather as an instrumental variable.” American Journal of Political Science 00 (2024): 1-18. Key reference: [9]
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Stock, J. H., and M. Yogo. “Testing for weak instruments in linear IV regression.” In: Andrews, D. W. K., and J. H. Stock (eds). Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. Cambridge, UK: Cambridge University Press, 2005. Key reference: [10]
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Andrews, I., J. H. Stock, and L. Sun. “Weak Instruments in Instrumental Variables Regression: Theory and Practice.” Annual Review of Economics 11 (2019): 727-753. Key reference: [11]
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Keane, M., and T. Neal. “Instrument strength in IV estimation and inference: A guide to theory and practice.” Journal of Econometrics 235:2 (2023): 1625-1653. Key reference: [12]
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Angrist, J. D., V. Lavy and A. Schlosser. “Multiple experiments for the causal link between the quantity and quality of children.” Journal of Labor Economics 28 (2010): 773–824. Key reference: [13]
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Conley, T. G., C. B. Hansen, and P. E. Rossi. “Plausibly exogenous.” Review of Economics and Statistics 94:1 (2012): 260–272. Key reference: [14]
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Angrist, J. D., G. W. Imbens, and D. B. Rubin. “Identification of causal effects using instrumental variables.” Journal of the American Statistical Association 91:434 (1996): 444−455. Key reference: [15]
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de Chaisemartin, C. “Tolerating defiance? Local average treatment effects without monotonicity.” Quantitative Economics 8 (2017): 367-396. Key reference: [16]
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Aizer, A. and J. J. Doyle. “Juvenile incarceration, human capital and future crime: Evidence from randomly assigned judges.” Quarterly Journal of Economics 130:2 (2015): 759-803. Key reference: [17]
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Bazzi, S., and M.A. Clemens. “Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth.” American Economic Journal: Macroeconomics 5:2 (2013): 152-186. Key reference: [18]
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Heath, D., M.C. Ringgenberg, M. Samadi, and I.M. Werner. “Reusing Natural Experiments.” Journal of Finance 78 (2023): 2329-2364. Key reference: [19]
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Ichino, A., and R. Winter-Ebmer. “Lower and upper bounds of returns to schooling: An Exercise in IV estimation with different instruments.” European Economic Review 43 (1999): 889–901. Key reference: [20]
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Devereux, P., and R. Hart. “Forced to be rich? Returns to compulsory schooling in Britain.” Economic Journal 120:549 (2010): 1345−1364.
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Additional References
- Olea, J. L. M., and C. Pflueger. “A Robust Test for Weak Instruments.” Journal of Business & Economic Statistics 31:3 (2013): 358–369.
- Sarsons, H. “Rainfall and conflict: A cautionary tale.” Journal of Development Economics 115:3 (2015): 62-72.
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Shadish, W. R., T. D. Cook, and D. T. Campbell. Experimental and Quasi-Experimental Designs for Generalized Causal Inference. 2nd edition. Andover, UK: Wadsworth Cengage Learning, 2002.
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Wald, A. “The fitting of straight lines if both variables are subject to error.” Annals of Mathematical Statistics 11:3 (1940): 284–300.
- Wright, P. G. The Tariff on Animal and Vegetable Oils. New York: Macmillan, 1928.